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Maximum-entropy random graph model

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Maximum-entropy random graph models arerandom graph models used to studycomplex networks subject to theprinciple of maximum entropy under a set of structural constraints,[1] which may be global, distributional, or local.

Overview

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Any random graph model (at a fixed set of parameter values) results in aprobability distribution ongraphs, and those that are maximumentropy within the considered class of distributions have the special property of being maximallyunbiasednull models for network inference[2] (e.g.biological network inference). Each model defines a family of probability distributions on the set of graphs of sizen{\displaystyle n} (for eachn>n0{\displaystyle n>n_{0}} for some finiten0{\displaystyle n_{0}}), parameterized by a collection of constraints onJ{\displaystyle J} observables{Qj(G)}j=1J{\displaystyle \{Q_{j}(G)\}_{j=1}^{J}} defined for each graphG{\displaystyle G} (such as fixed expected averagedegree,degree distribution of a particular form, or specificdegree sequence), enforced in the graph distribution alongside entropy maximization by themethod of Lagrange multipliers. Note that in this context "maximum entropy" refers not to theentropy of a single graph, but rather the entropy of the whole probabilistic ensemble of random graphs.

Several commonly studied random network models are in fact maximum entropy, for example theER graphsG(n,m){\displaystyle G(n,m)} andG(n,p){\displaystyle G(n,p)} (which each have one global constraint on the number of edges), as well as theconfiguration model (CM).[3] andsoft configuration model (SCM) (which each haven{\displaystyle n} local constraints, one for each nodewise degree-value). In the two pairs of models mentioned above, an important distinction[4][5] is in whether the constraint is sharp (i.e. satisfied by every element of the set of size-n{\displaystyle n} graphs with nonzero probability in the ensemble), or soft (i.e. satisfied on average across the whole ensemble). The former (sharp) case corresponds to amicrocanonical ensemble,[6] the condition of maximum entropy yielding all graphsG{\displaystyle G} satisfyingQj(G)=qjj{\displaystyle Q_{j}(G)=q_{j}\forall j} as equiprobable; the latter (soft) case iscanonical,[7] producing anexponential random graph model (ERGM).

ModelConstraint typeConstraint variableProbability distribution
ER,G(n,m){\displaystyle G(n,m)}Sharp, globalTotal edge-count|E(G)|{\displaystyle |E(G)|}1/((n2)m); m=|E(G)|{\displaystyle 1/{\binom {\binom {n}{2}}{m}};\ m=|E(G)|}
ER,G(n,p){\displaystyle G(n,p)}Soft, globalExpected total edge-count|E(G)|{\displaystyle |E(G)|}p|E(G)|(1p)(n2)|E(G)|{\displaystyle p^{|E(G)|}(1-p)^{{\binom {n}{2}}-|E(G)|}}
Configuration modelSharp, localDegree of each vertex,{k^j}j=1n{\displaystyle \{{\hat {k}}_{j}\}_{j=1}^{n}}1/|Ω({k^j}j=1n)|;Ω({kj}j=1n)={gGn:kj(g)=k^jj}Gn{\displaystyle 1/\left\vert \Omega (\{{\hat {k}}_{j}\}_{j=1}^{n})\right\vert ;\Omega (\{k_{j}\}_{j=1}^{n})=\{g\in {\mathcal {G}}_{n}:k_{j}(g)={\hat {k}}_{j}\forall j\}\subset {\mathcal {G}}_{n}}
Soft configuration modelSoft, localExpected degree of each vertex,{k^j}j=1n{\displaystyle \{{\hat {k}}_{j}\}_{j=1}^{n}}Z1exp[j=1nψjkj(G)]; lnZψj=k^j{\displaystyle Z^{-1}\exp \left[-\sum _{j=1}^{n}\psi _{j}k_{j}(G)\right];\ -{\frac {\partial \ln Z}{\partial \psi _{j}}}={\hat {k}}_{j}}

Canonical ensemble of graphs (general framework)

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Suppose we are building a random graph model consisting of a probability distributionP(G){\displaystyle \mathbb {P} (G)} on the setGn{\displaystyle {\mathcal {G}}_{n}} ofsimple graphs withn{\displaystyle n} vertices. TheGibbs entropyS[G]{\displaystyle S[G]} of this ensemble will be given by

S[G]=GGnP(G)logP(G).{\displaystyle S[G]=-\sum _{G\in {\mathcal {G}}_{n}}\mathbb {P} (G)\log \mathbb {P} (G).}

We would like the ensemble-averaged values{Qj}j=1J{\displaystyle \{\langle Q_{j}\rangle \}_{j=1}^{J}} of observables{Qj(G)}j=1J{\displaystyle \{Q_{j}(G)\}_{j=1}^{J}} (such as averagedegree, averageclustering, oraverage shortest path length) to be tunable, so we imposeJ{\displaystyle J} "soft" constraints on the graph distribution:

Qj=GGnP(G)Qj(G)=qj,{\displaystyle \langle Q_{j}\rangle =\sum _{G\in {\mathcal {G}}_{n}}\mathbb {P} (G)Q_{j}(G)=q_{j},}

wherej=1,...,J{\displaystyle j=1,...,J} label the constraints. Application of the method of Lagrange multipliers to determine the distributionP(G){\displaystyle \mathbb {P} (G)} that maximizesS[G]{\displaystyle S[G]} while satisfyingQj=qj{\displaystyle \langle Q_{j}\rangle =q_{j}}, and the normalization conditionGGnP(G)=1{\displaystyle \sum _{G\in {\mathcal {G}}_{n}}\mathbb {P} (G)=1} results in the following:[1]

P(G)=1Zexp[j=1JψjQj(G)],{\displaystyle \mathbb {P} (G)={\frac {1}{Z}}\exp \left[-\sum _{j=1}^{J}\psi _{j}Q_{j}(G)\right],}

whereZ{\displaystyle Z} is a normalizing constant (thepartition function) and{ψj}j=1J{\displaystyle \{\psi _{j}\}_{j=1}^{J}} are parameters (Lagrange multipliers) coupled to the correspondingly indexed graph observables, which may be tuned to yield graph samples with desired values of those properties, on average; the result is an exponential family andcanonical ensemble; specifically yielding anERGM.

The Erdős–Rényi modelG(n,m){\displaystyle G(n,m)}

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In the canonical framework above, constraints were imposed on ensemble-averaged quantitiesQj{\displaystyle \langle Q_{j}\rangle }. Although these properties will on average take on values specifiable by appropriate setting of{ψj}j=1J{\displaystyle \{\psi _{j}\}_{j=1}^{J}}, each specific instanceG{\displaystyle G} may haveQj(G)qj{\displaystyle Q_{j}(G)\neq q_{j}}, which may be undesirable. Instead, we may impose a much stricter condition: every graph with nonzero probability must satisfyQj(G)=qj{\displaystyle Q_{j}(G)=q_{j}} exactly. Under these "sharp" constraints, the maximum-entropy distribution is determined. We exemplify this with the Erdős–Rényi modelG(n,m){\displaystyle G(n,m)}.

The sharp constraint inG(n,m){\displaystyle G(n,m)} is that of a fixed number ofedgesm{\displaystyle m},[8] that is|E(G)|=m{\displaystyle |\operatorname {E} (G)|=m}, for all graphsG{\displaystyle G} drawn from the ensemble (instantiated with a probability denotedPn,m(G){\displaystyle \mathbb {P} _{n,m}(G)}). This restricts the sample space fromGn{\displaystyle {\mathcal {G}}_{n}} (all graphs onn{\displaystyle n} vertices) to the subsetGn,m={gGn;|E(g)|=m}Gn{\displaystyle {\mathcal {G}}_{n,m}=\{g\in {\mathcal {G}}_{n};|\operatorname {E} (g)|=m\}\subset {\mathcal {G}}_{n}}. This is in direct analogy to themicrocanonical ensemble in classicalstatistical mechanics, wherein the system is restricted to a thin manifold in thephase space of all states of a particularenergy value.

Upon restricting our sample space toGn,m{\displaystyle {\mathcal {G}}_{n,m}}, we have no external constraints (besides normalization) to satisfy, and thus we'll selectPn,m(G){\displaystyle \mathbb {P} _{n,m}(G)} to maximizeS[G]{\displaystyle S[G]} without making use of Lagrange multipliers. It is well known that the entropy-maximizing distribution in the absence of external constraints is theuniform distribution over the sample space (seemaximum entropy probability distribution), from which we obtain:

Pn,m(G)=1|Gn,m|=((n2)m)1,{\displaystyle \mathbb {P} _{n,m}(G)={\frac {1}{|{\mathcal {G}}_{n,m}|}}={\binom {\binom {n}{2}}{m}}^{-1},}

where the last expression in terms ofbinomial coefficients is the number of ways to placem{\displaystyle m} edges among(n2){\displaystyle {\binom {n}{2}}} possibleedges, and thus is thecardinality ofGn,m{\displaystyle {\mathcal {G}}_{n,m}}.

Generalizations

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A variety of maximum-entropy ensembles have been studied on generalizations of simple graphs. These include, for example, ensembles of simplicial complexes,[9] and weighted random graphs with a given expected degree sequence[10]

See also

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References

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  1. ^abPark, Juyong; M.E.J. Newman (2004-05-25). "The statistical mechanics of networks".arXiv:cond-mat/0405566.
  2. ^van der Hoorn, Pim; Gabor Lippner; Dmitri Krioukov (2017-10-10). "Sparse Maximum-Entropy Random Graphs with a Given Power-Law Degree Distribution".arXiv:1705.10261.
  3. ^Newman, Mark (2010).Networks: An Introduction - Oxford Scholarship.doi:10.1093/acprof:oso/9780199206650.001.0001.ISBN 978-0-19-920665-0.Archived from the original on 2023-02-04. Retrieved2018-09-13.
  4. ^Garlaschelli, Diego; den Hollander, Frank; Roccaverde, Andrea (2018-07-13). "Covariance Structure Behind Breaking of Ensemble Equivalence in Random Graphs".Journal of Statistical Physics.173 (3–4):644–662.arXiv:1711.04273.Bibcode:2018JSP...173..644G.doi:10.1007/s10955-018-2114-x.ISSN 0022-4715.
  5. ^Roccaverde, Andrea (August 2018). "Is breaking of ensemble equivalence monotone in the number of constraints?".Indagationes Mathematicae.30:7–25.arXiv:1807.02791.doi:10.1016/j.indag.2018.08.001.ISSN 0019-3577.
  6. ^Bianconi, G. (2018-08-21).Multilayer Networks: Structure and Function. Oxford University Press.ISBN 978-0-19-875391-9.Archived from the original on 2023-02-04. Retrieved2018-09-13.
  7. ^Anand, K.;Bianconi, G. (2009). "Entropy measures for networks: Toward an information theory of complex topologies".Physical Review E.80 (4) 045102.arXiv:0907.1514.Bibcode:2009PhRvE..80d5102A.doi:10.1103/PhysRevE.80.045102.PMID 19905379.
  8. ^Erdős, P.; Rényi, A. (2022)."On Random Graphs. I"(PDF).Publicationes Mathematicae Debrecen.6 (3–4):290–297.doi:10.5486/PMD.1959.6.3-4.12.Archived(PDF) from the original on 2020-08-07. Retrieved2018-09-13.
  9. ^Zuev, Konstantin; Or Eisenberg; Dmitri Krioukov (2015-10-29). "Exponential Random Simplicial Complexes".arXiv:1502.05032.
  10. ^Hillar, Christopher; Andre Wibisono (2013-08-26). "Maximum entropy distributions on graphs".arXiv:1301.3321.
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